I am thinking to build an onine store that sells only some books on Amazon. Here's an example for what I want to do: http://www.usingenglish.com/amazon/ on this website, the products you sell are all from Amazon. I wonder how they do that? Should I get Amzon xml feeds for that?

easiest way to start is to set up an Amazon astore.

you can show the astore inside an iframe on your webpage.